+4.8%
DASH vs SAP
+111.9%
-107.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.2% | +4.1% | +5.5% |
| 7D | +17.2% | +1.3% | +15.9% | +16.2% |
| 30D | +3.6% | +15.5% | -12.0% | -6.1% |
| 3M | -1.9% | +22.8% | -24.7% | -15.1% |
| 6M | +15.1% | +42.5% | -27.4% | -11.4% |
| YTD | -12.3% | +0.5% | -12.9% | -15.1% |
| 1Y | -17.2% | -5.9% | -11.3% | -15.5% |
| 3Y | +114.7% | +79.5% | +35.2% | +16.9% |
| 5Y | -4.3% | +75.3% | -79.6% | -54.4% |
| All | +4.8% | +111.9% | -107.1% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling